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curves of a family of vector fields, and the solutions of a family of differential equations. Most commonly applied to the mathematical study of dynamical systems, a bifurcation occurs when a small smooth change made to the parameter values (the bifurcation parameters) of a system causes a sudden 'qualitative' or topological change in its behaviour.[1] Bifurcations occur in both continuous systems (described by ODEs, DDEs or PDEs), and discrete systems.
Bifurcation theory is about how dynamical systems change their behavior as some parameter of the system is changed. You can think of the parameters as being knobs that give you control over some aspect of the system. Bifurcation theory then tells you how the system changes as you turn the knob. Many man-made systems have been engineered to have very predictable behavior as you turn the knobs that control them. For example, a volume control knob shouldn't give you any surprises: turn it up a little, the volume goes up a little -- turn it up a lot, the volume goes up a lot. Another predictable, but slightly more complicated, control is a two state light switch. Unlike the continuous control light switches, they have a point where there's a sharp transition when turning it on or off. You may also have noticed that this point changes depending on whether you're going from off to on, or on to off - this is a nonlinear phenomenon called hysteresis (related to psychiatric hysterical behavior).
Bifurcation types
It is useful to divide bifurcations into two principal classes:
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Local bifurcations, which can be analysed entirely through changes in the local stability properties of equilibria, periodic orbits or other invariant sets as parameters cross through critical thresholds; and Global bifurcations, which often occur when larger invariant sets of the system 'collide' with each other, or with equilibria of the system. They cannot be detected purely by a stability analysis of the equilibria (fixed points)
Local bifurcations
Period-halving bifurcations (L) leading to order, followed by period doubling bifurcations (R) leading to chaos.
A local bifurcation occurs when a parameter change causes the stability of an equilibrium (or fixed point) to change. In continuous systems, this corresponds to the real part of an eigenvalue of an equilibrium passing through zero. In discrete systems (those described by maps rather than ODEs), this corresponds to a fixed point having a Floquet multiplier with modulus equal to one. In both cases, the equilibrium is non-hyperbolic at the bifurcation point. The topological changes in the phase portrait of the system can be confined to arbitrarily small neighbourhoods of the bifurcating fixed points by moving the bifurcation parameter close to the bifurcation point (hence 'local'). More technically, consider the continuous dynamical system described by the ODE
has an eigenvalue with zero A local bifurcation occurs at (x0, 0) if the Jacobian matrix real part. If the eigenvalue is equal to zero, the bifurcation is a steady state bifurcation, but if the eigenvalue is non-zero but purely imaginary, this is a Hopf bifurcation.
Then a local bifurcation occurs at (x0, 0) if the matrix has an eigenvalue with modulus equal to one. If the eigenvalue is equal to one, the bifurcation is either a saddle-node (often called fold bifurcation in maps), transcritical or pitchfork bifurcation. If the eigenvalue is equal to 1, it is a period-doubling (or flip) bifurcation, and otherwise, it is a Hopf bifurcation. Examples of local bifurcations include:
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Saddle-node (fold) bifurcation Transcritical bifurcation Pitchfork bifurcation Period-doubling (flip) bifurcation Hopf bifurcation Neimark (secondary Hopf) bifurcation
Global bifurcations
Global bifurcations occur when 'larger' invariant sets, such as periodic orbits, collide with equilibria. This causes changes in the topology of the trajectories in the phase space which cannot be confined to a small neighbourhood, as is the case with local bifurcations. In fact, the changes in topology extend out to an arbitrarily large distance (hence 'global'). Examples of global bifurcations include:
y y y y
Homoclinic bifurcation in which a limit cycle collides with a saddle point. Heteroclinic bifurcation in which a limit cycle collides with two or more saddle points. Infinite-period bifurcation in which a stable node and saddle point simultaneously occur on a limit cycle. Blue sky catastrophe in which a limit cycle collides with a nonhyperbolic cycle.
Global bifurcations can also involve more complicated sets such as chaotic attractors.
Codimension of a bifurcation
The codimension of a bifurcation is the number of parameters which must be varied for the bifurcation to occur. This corresponds to the codimension of the parameter set for which the bifurcation occurs within the full space of parameters. Saddle-node bifurcations and Hopf bifurcations are the only generic local bifurcations which are really codimension-one (the others all having higher codimension). However, often transcritical and pitchfork bifurcations are also often thought of as codimension-one, because the normal forms can be written with only one parameter.